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We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…

统计力学 · 物理学 2009-11-07 Cristian Predescu , J. D. Doll

The reweighted random series techniques provide finite-dimensional approximations to the quantum density matrix of a physical system that have fast asymptotic convergence. We study two special reweighted techniques that are based upon the…

统计力学 · 物理学 2009-11-10 Cristian Predescu , Dubravko Sabo , J. D. Doll

Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…

概率论 · 数学 2017-02-23 Zhehua Li

The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…

量子物理 · 物理学 2007-05-23 J. C. Lemm , J. Uhlig , A. Weiguny

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

统计力学 · 物理学 2007-05-23 Stephen D. Bond , Brian B. Laird , Benedict J. Leimkuhler

I define and characterize the reweighted methods, which are techniques used in conjunction with the random series implementation of the Feynman-Kac formula. I prove several convergence results valid for all series representations and then I…

统计力学 · 物理学 2007-05-23 Cristian Predescu

Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…

概率论 · 数学 2025-08-06 Henrique B. N. Monteiro , Daniel M. Tartakovsky

Adapting ideas of Daubechies and Klauder [J. Math. Phys. {\bf 26} (1985) 2239] we derive a rigorous continuum path-integral formula for the semigroup generated by a spin Hamiltonian. More precisely, we use spin-coherent vectors parametrized…

数学物理 · 物理学 2009-10-31 Bernhard Bodmann , Hajo Leschke , Simone Warzel

In nuclear and particle physics one is often faced with problems where perturbation theory is not applicable. An example of this is the description of bound states. Therefore, an exact solution of field theory to all orders is an…

高能物理 - 唯象学 · 物理学 2009-10-31 Cetin Savkli

We present an early investigation into the use of neural diffusion processes for global optimisation, focusing on Zhang et al.'s Path Integral Sampler. One can use the Boltzmann distribution to formulate optimization as solving a…

机器学习 · 计算机科学 2025-06-10 Max McGuinness , Eirik Fladmark , Francisco Vargas

The cavity method is a well established technique for solving classical spin models on sparse random graphs (mean-field models with finite connectivity). Laumann et al. [arXiv:0706.4391] proposed recently an extension of this method to…

统计力学 · 物理学 2009-11-13 Florent Krzakala , Alberto Rosso , Guilhem Semerjian , Francesco Zamponi

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

量子物理 · 物理学 2025-08-06 Ivan Ahumada , James P. Edwards

The Feynman path integral formalism has inspired the development of memory-efficient and parallelizable classical algorithms for simulating quantum computers. We adapt this approach for the calculation of probability amplitudes of…

The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…

统计力学 · 物理学 2022-12-28 Baruch Meerson , Olivier Bénichou , Gleb Oshanin

A Wiener-regularized path integral is presented as an alternative way to formulate Berezin-Toeplitz quantization on a toroidal phase space. Essential to the result is that this quantization prescription for the torus can be constructed as…

量子物理 · 物理学 2007-05-23 Bernhard G. Bodmann , John R. Klauder

The Wright-Fisher process with selection is an important tool in population genetics theory. Traditional analysis of this process relies on the diffusion approximation. The diffusion approximation is usually studied in a partial…

种群与进化 · 定量生物学 2013-12-30 Joshua G. Schraiber

We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…

综合数学 · 数学 2022-03-15 Dmitriy F. Kuznetsov

The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…

量子物理 · 物理学 2025-01-28 Job Feldbrugge , Joshua Y. L. Jones

We derive a semi-analytical form for the Wigner transform for the canonical density operator of a discrete system coupled to a harmonic bath based on the path integral expansion of the Boltzmann factor. The introduction of this simple and…

化学物理 · 物理学 2017-02-01 Andrés Montoya-Castillo , David R. Reichman

Using the path integral measure factorization method based on the nonlinear filtering equation from the stochastic process theory, we consider the reduction procedure in Wiener path integrals for a mechanical system with symmetry that…

数学物理 · 物理学 2020-01-01 S. N. Storchak
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